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Universität Heidelberg
Alfred-Weber-Institut für Wirtschaftswissenschaften, Universität Heidelberg
AWI Discussion Paper Series, Alfred-Weber-Institut für Wirtschaftswissenschaften, Universität Heidelberg
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Results 1-10 of 20.
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Year of Publication
Title
Author(s)
2016
On the statistical properties of multiplicative GARCH models
Conrad, Christian
;
Kleen, Onno
2008
Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model
Conrad, Christian
;
Karanasos, Menelaos
2012
The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis
Conrad, Christian
;
Zumbach, Klaus Ulrich
2018
"Déjà vol" revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios
Conrad, Christian
;
Glas, Alexander
2008
Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models
Conrad, Christian
;
Mammen, Enno
2015
Misspecification Testing in GARCH-MIDAS Models
Conrad, Christian
;
Schienle, Melanie
2012
Anticipating Long-Term Stock Market Volatility
Conrad, Christian
;
Loch, Karin
2017
On the economic determinants of optimal stock-bond portfolios: International evidence
Conrad, Christian
;
Stürmer, Karin
2012
Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule
Conrad, Christian
;
Eife, Thomas A.
2015
Asymptotics for parametric GARCH-in-Mean Models
Conrad, Christian
;
Mammen , Enno
Author
1
Mammen, Enno
1
Rotfuß, Waldemar
1
Schienle, Melanie
1
Schölkopf, Julius
1
Stürmer, Karin
1
Tushteva, Nikoleta
1
Weber, Enzo
1
Zeng, Ning
1
Zumbach, Klaus Ulrich
.
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